Mountain Pleasure Horse. Photo by Heather Abounader. The Mountain Pleasure Horse is a breed of gaited horse that was developed in the Appalachian Mountains of Eastern Kentucky. This breed reflects the primitive Appalachian gaited horse type and genetic testing shows them to be ancestral to modern breeds developed in the region, including the American Saddlebred, the Tennessee Walking Horse and the Rocky Mountain Horse. Some Mountain Pleasure Horse bloodlines are traceable for over 180 years.